Comparison of regression estimators using Pitman measures of nearness.

DOI10.1007/S003620100064MaRDI QIDQ5956468zbMATH OpenOpenAlexFDO

Authors Eshetu Wencheko

Publication date 2001

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s003620100064

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• The superiority of a ridge estimator of regression parameters under the Pitman closeness criterion
• Comparison of Linear Estimators Using Pitman's Measure of Closeness
• A comparison of biased regression estimators using a pitman nearness criterion
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• A Comparison of james–sten regression with least squares in the pitman nearness sense

Cites work

• scientific article; zbMATH DE number 3963013 (Why is no real title available?)
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• scientific article; zbMATH DE number 108514 (Why is no real title available?)
• A Class of Biased Estimators in Linear Regression
• A comparison of biased regression estimators using a pitman nearness criterion
• Comparison of Linear Estimators Using Pitman's Measure of Closeness
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• Good and optimal ridge estimators
• On Biased Estimation in Linear Models
• Ridge Analysis Following a Preliminary Test of the Shrunken Hypothesis
• Ridge Regression: Applications to Nonorthogonal Problems
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression versus ols by pitman's closeness under quadratic and fisher's loss

Cited in

(16)

• On Comparison Of Estimates Of Dispersion Using Generalized Pitman Nearness Criterion
• More on the unbiased ridge regression estimation
• Preference regions of ridge regression and OLS according to Pitman's criterion
• Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted
• Comparison of Two Estimators of Parameters Under Pitman Nearness Criterion
• On the characterization of Pitman measure of nearness
• Pitman Closeness in Classes of General Pre-Test Estimators and Regression Estimators
• Pitman Nearness Comparison of the Traditional Estimator of the Coefficient of Determination and Its Adjusted Version in Linear Regression Models
• Pitman closeness of the class of isotonic estimators for ordered scale parameters of two gamma distributions
• An information criterion for normal regression estimation
• Comparison of some estimators under the Pitman's closeness criterion in linear regression model
• A comparison of biased regression estimators using a pitman nearness criterion
• Pitman superiority of united biased estimation
• Comparison of Linear Estimators Using Pitman's Measure of Closeness
• Performance of extrapolation based on Pitman's measure of closeness in spatial regression models with extended skew \(t\) innovations
• Pitman Nearness and Concentration Probability Comparisons of the Sample Coefficient of Determination and Its Adjusted Version in Linear Regression Models

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